Moody’s focus on client needs means our solutions benefit from continuous enhancements to meet evolving client requirements. In a recent significant enhancement for our clients, PFaroe DB now integrates the Bloomberg Fixed Income Indices alongside existing benchmark assets. Bloomberg Fixed Income Indices, the most widely used benchmarks for fixed income investors, are now turnkey accessible for all PFaroe DB users who hold an existing Bloomberg license. This integration allows users to leverage the indices across all PFaroe DB capabilities, including funded status tracking, stress testing, key rate duration (KRD) analysis, value at risk (VaR), asset-liability modeling (ALM), and flexible PowerPoint reporting. This development comes alongside a broader initiative to extend PFaroe’s already comprehensive asset class and fund coverage, particularly private assets and derivatives.

Within the PFaroe tool, clients can build PFaroe funds to gain more precise analytics required by asset liability focused clients. They allow a significant degree of customization — for example, representation of custom liability-driven investment (LDI) funds. Moody’s creates benchmark assets, including those based on the Bloomberg Fixed Income Indices, using this structure, which allows clients to immediately access a rich set of benchmark indices, funds, and asset classes.  PFaroe fund analytics are also integrated with the output from Moody’s market-leading scenario generator or clients’ own capital market assumptions (CMAs) driving stochastic analysis. Our comprehensive tool allows clients to leverage expertise, gain efficiencies, and improve visibility for a holistic view of risk.

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Want to learn more about how PFaroe DB can help you? Visit https://pfaroe.moodysanalytics.com